- Calculate counterpart exposures for particular product types,  - Update parameters that are used in counterpart exposure calculations   - Maintain and enhance the routing tables used to route trades to the most appropriate calculators  - Collaborate in implementing methodology changes in Wrong Way Risk and other strategic initiatives.  - Collateral haircut and margin period of risk (FCCM)  - Running and maintaining all tactical tools (in MS Access and MS Excel) for exposure measurement used globally.   Candidates Requirement :  - Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.  - Should have knowledge of basic programming, algorithm.   - MBA/Analytical/Numerical degree  - Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)  - OTC Derivatives (At least one asset class), Secured Financing Transactions   - Good MS Access skills   - Good VBA & SQL knowledge

Mumbai

Credit Risk Trade - BFSI 

Credit Risk Trade - BFSI  ,Job Description for Credit Risk Trade - BFSI  in Talent HR Networks Pvt. Ltd in  Mumbai for (1-3) years of experience. Apply Now!

Job Description for Credit Risk Trade - BFSI  in Talent HR Networks Pvt. Ltd in  Mumbai for (1-3) years of experience. Apply Now!